The Legend of Zelda is an anomaly in the Zelda series... it is a single player game with a multiplayer option. Using your Game Boy Advances and Nintendo Gamecube Game Boy Advance link cables, up to four players can experience Four Swords Adventures at once.
There is also a single player option which will let you play through by yourself.
Gone is the massive over world and dungeon. In is a linear level based design (much like an NES Mario game). The story is pretty good and the hand drawn 2D graphics are excellent. The gameplay is everything you would expect from Zelda.
This game simply does not have the magic of some of the other titles though (Ocarina of Time, The Wind Waker, Link's Awakening). Zelda was meant to be a single player game and I think that's the main reason that this game is probably my least favorite of all the Zeldas that have been released. It is still a fun game that hardcore Zelda fans will want to check out.